-8.5%
EQT vs ADSK
-10.6%
+2.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -6.9% | +11.3% | -18.2% | -7.4% |
| 30D | -3.2% | +16.4% | -19.6% | -4.1% |
| 3M | -0.9% | +12.1% | -13.0% | -1.7% |
| 6M | -13.0% | +7.9% | -20.9% | -12.7% |
| YTD | -4.4% | -9.1% | +4.6% | +3.3% |
| 1Y | -8.5% | -10.6% | +2.1% | +0.3% |
| All | -8.5% | -10.6% | +2.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling